+404.6%
DHI vs APA
-2.4%
+406.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.4% | +4.6% | -8.0% | -4.1% |
| 30D | -5.4% | +11.9% | -17.3% | -7.2% |
| 3M | -10.4% | +22.5% | -32.9% | -13.9% |
| 6M | -2.8% | +37.5% | -40.3% | -9.3% |
| YTD | -3.4% | +87.2% | -90.6% | -14.9% |
| 1Y | -22.9% | +101.4% | -124.3% | -33.2% |
| 3Y | +20.7% | +16.9% | +3.8% | +11.6% |
| 5Y | +62.1% | +178.4% | -116.3% | +21.9% |
| All | +404.6% | -2.4% | +406.9% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling